A subclass of type \(G\) selfdecomposable distributions on \(\mathbb R^d\)
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Publication:2481397
DOI10.1007/s10959-007-0129-3zbMath1146.60013MaRDI QIDQ2481397
Makoto Maejima, Jan Rosiński, Takahiro Aoyama
Publication date: 9 April 2008
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-007-0129-3
infinitely divisible distributions; self-decomposable distributions; Bondesson's generalized gamma convolution family; Goldie-Steutel theorem; Thorin class of distributions; type G distribution
62H10: Multivariate distribution of statistics
60E07: Infinitely divisible distributions; stable distributions
60G51: Processes with independent increments; Lévy processes
60E05: Probability distributions: general theory
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Cites Work
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- Additive processes and stochastic integrals
- THE CLASS OF TYPE G DISTRIBUTIONS ON Rd AND RELATED SUBCLASSES OF INFINITELY DIVISIBLE DISTRIBUTIONS